+61.4%
AMAT vs BDX
+54.0%
+7.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.6% | -8.8% | -0.9% |
| 7D | -11.2% | +7.2% | -18.4% | -8.4% |
| 30D | -31.9% | +15.8% | -47.7% | -27.4% |
| 3M | -32.3% | +23.7% | -56.0% | -26.0% |
| 6M | -5.4% | +44.8% | -50.2% | +7.0% |
| YTD | +44.3% | +39.8% | +4.5% | +69.3% |
| 1Y | +61.4% | +52.3% | +9.0% | +94.3% |
| All | +61.4% | +54.0% | +7.4% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling